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5.4 Integration

Tags
Integration
Indefinite integral
Definite integral
Substitution
By parts
Partial fractions
Riemann sum
Trigonometric functions
Exponential and Logarithmic functions
Area
Graphs
Differentiation
Limits
Completing the square
Functions
Integration is an inverse operation of differentiation.
Thus, we call F(x)=f(x)dxF(x) = f(x) dx as the antiderivative of f(x)f(x), and ddxF(x)=f(x)\frac d{dx}F(x) = f(x).
Indefinite integral denotes an integration without the bounds, and thus has a constant of integration CC.
Figure 5.5.1 Definite integral represented as the area under the curve for a specific range
Definite integral denotes an integration with the bounds, and represents the area below ff from aa to bb.
Given FF as the antiderivative of ff, abf(x)dx=F(a)F(b)\int_a^bf(x) dx = F(a) - F(b).  (Fundamental theorem of calculus.)
Integrals have different properties:
1.
aaf(x)dx=0\int_a^af(x) dx = 0
2.
abf(x)dx=baf(x)dx\int_a^bf(x) dx = -\int_ b^af(x) dx
3.
abf(x)dx+bcf(x)dx=acf(x)dx\int_a^bf(x) dx + \int _b^cf(x) dx =\int_ a^cf(x) dx
4.
[f(x)±g(x)]dx=f(x)dx±g(x)dx\int [f(x) ± g(x)] dx =\int f(x) dx ± \int g(x) dx
5.
kf(x)dx=kf(x)dx\int kf(x) dx = k\int f(x) dx
We have different techniques to solve the integration.
Method
Steps
Integration by substitution
Integration by substitution is the reverse process of differentiating using the chain rule. Suppose F(u)F(u) is the antiderivative of f(u)f(u), so dFdu=f(u)\frac{dF}{du}=f(u). f(u)du=F(u)+c\int f(u) du=F(u)+c          (1) Since dFdx=dFdu×dudx\frac {dF}{dx}=\frac {dF}{du} \times \frac{du}{dx}       {chain rule} =f(u)dudx=f(u)\frac{du}{dx} Hence, f(u)dudxdx=F(u)+c\int f(u)\frac{du}{dx}dx=F(u)+c      (2) Let (1) equal to (2), then it can be concluded that: f(u)dudxdx=f(u)du\int f(u)\frac{du}{dx}dx=\int f(u) du. Replace the complicated expression to any parameter of your choice: uu, tt etc.  1. If there is a bracket, or root, try substitution for the expression within the bracket or the root. (ex: (sinx+2)2(\sin x+2)^2, x+2\sqrt{x+2}) 2. If there is an exponential, try substitution for the exponent. (ex: 2xex22xe^{x^2}) 3. If it is a fraction, try substitution for the denominator. (ex: 2xx2+2\frac{2x}{\sqrt{x^2 +2}}) 4. In any other case, try to see whether the derivative of your target substitution is included in the integrand. If so, that is most likely the correct substitution.  Trigonometric substitution: 1. x2a2x=asecθx^2-a^2\Rightarrow x=a\sec\theta 2. a2x2x=asinθa^2-x^2 \Rightarrow x = a\sin\theta 3. x2+a2x=atanθx^2+a^2 \Rightarrow x = a\tan\theta Draw a triangle to express different functions of θ\theta in terms of xx. *Remember to change the bound of the integration if you are dealing with a definite integral.
Integration by parts (HL)
This rises from the product rule of differentiation.  Since  ddx(uv)=dudxv+udvdx, (dudxv+udvdx)dx=uv\frac d{dx}(uv)=\frac{du}{dx}v+u\frac{dv}{dx},~ \int (\frac{du}{dx}v+u\frac{dv}{dx}) dx=uv            {product rule} dudxv dx+udvdx dx=uv\int \frac{du}{dx}v~ dx+\int u\frac{dv}{dx} ~dx=uv . udvdx dx=uvdudxv dx\int u\frac{dv}{dx} ~dx =uv -\int\frac{ du}{dx}v ~dx This rule allows us to find udvdx dx\int u\frac{dv}{dx}~ dx provided dudxv dx\int \frac{du}{dx}v ~dx can be found. Generally, the function that becomes simpler when differentiated should be assigned to uu. The acronym is LIPET (Logarithmic, inverse trig, polynomial, exponential, and trig functions).  Step 1. Assign uu and dvdx\frac{dv}{ dx}. Differentiate uu to find dudx\frac{du}{dx} and integrate dvdx\frac{dv}{dx} to find vv. For example, For I=xsinx dxI=\int x \sin x ~dx, u=xu=x            v=cosxv=-\cos x dudx=1\frac{du}{dx}=1          dvdx=sinx\frac{dv}{dx}=\sin x Step 2. Apply the integration by parts formula. I=xcosxcosxdxI=-x \cos x -\int-\cos x dx Step 3. Work out the second integral, vdudx dx\int v\frac{du}{dx}~ dx. I=xcosx+sinx+cI=-x \cos x +\sin x +c Other rules of differentiation and integration, such as chain rule and substitution, may be applied together with integration by parts. Integration of single functions by parts (For example, y=lnxy=\ln x, y=arcsinxy=\arcsin x, y=arccosxy=\arccos x, and y=arctanxy=\arctan x.) Rewrite the single function as 1×f(x)1\times f(x), and let u=f(x)u=f(x) and dvdx=1\frac{dv}{dx}=1. Repeated integration by parts Integration by parts can be repeated to the second integral if the second integral is a product of two functions of xx. Integration by parts may also end up in a loop. Consider exsinxe^x\sin x The derivative of exe^x is exe^x, and the derivative of sinx\sin x is cosx\cos x; cosx\cos x have derivative sinx-\sin x. Hence, the integrated product would involve either sinx\sin x or cosx\cos x; the second integral becomes identical to (or a multiple of) the original integral. In such a case, name the original integral as II. II then appears twice in integration by parts. For example, I=g(x)II=g(x)-I, where g(x)g(x) are parts of the integral not requiring further work. Then, rearrange the equation to isolate the II. 2I=g(x)+c2I=g(x)+c I=12g(x)+cI=\frac 12g(x)+c
Partial fractions (HL)
Partial fractions are decomposed parts of a complex rational expression, rewritten as the sum of fractions. Each partial fraction has a denominator of a linear factor of the denominator of the rational expression. 7x12x2x1=A2x+1+Bx1\frac{7x-1}{2x^2-x-1}=\frac {A}{2x+1}+\frac B{x-1} 7x1=A(x1)+B(2x+1)7x-1=A(x-1)+B(2x+1)       (1) Substituting x=1x=1 into (1),   3B=63B=6                                  B=2B=2 Substituting x=12x=-\frac 12 into (1),   32A=92-\frac 32A=-\frac 92                                             A=3A=3   Hence, 7x12x2x1=32x+1+2x1\frac {7x-1}{2x^2-x-1}=\frac 3{2x+1}+\frac 2{x-1}. (If the rational expression can be written in the form f(x)f(x)\frac {f'(x)}{f(x)}, integration by substitution is suitable, rather than partial fractions.) First, write the quotient in the integral as the sum of partial fractions by factorizing the denominator. For example, I=1x2+4x+3 dx=1(x+1)(x+3) dx=12(1x+11x+3) dxI=\int\frac1{x^2+4x+3}~ dx=\int \frac 1{(x+1)(x+3)}~ dx=\frac 12\int (\frac 1{x+1}-\frac 1{x+3})~ dx Then, integrate each partial fraction, which leads to an expression involving the sum of natural logarithms. For example, I=12lnx+1x+3+cI=\frac 12\ln|\frac{x+1}{x+3}|+c
We can estimate the area under the curve (i.e. abf(x)dx\int _a^bf(x) dx) numerically.
Both use different numbers of partitions, a subdivision of a given interval into non-empty sets.
For instance, if we divide ax ba ≤ x ≤ b into nn subintervals, we obtain equal width of x=ban∆x = \frac{b-a}n per partition. Then, we have xi=a+ixx_i=a+i∆x, and the iith subinterval would be: xi1xxix_{i-1} ≤ x ≤ x_i.
Method
Riemann Sum (HL)
Definition
Riemann Sum utilizes the lower sum ALA_L and the upper sum AUA_U.
Since the function is increasing, we have: AL=wi=0n1f(xi), AU=wi=0nf(xi)A_L=w\sum_{i=0}^{n-1}f(x_i),~ A_U=w\sum_{i =0}^nf(x_i).
Then, as AL<A<AUA_L<A<A_U where A=abf(x)dxA = \int_a^bf(x) dx, using the squeeze theorem:
limnAL=limnAU\lim\limits_{n\rightarrow ∞}A_L=\lim\limits_{n\rightarrow ∞}A_U yields A=abf(x)dx=limnAL=limnAUA =\int_a^bf(x) dx =\lim\limits_{n\rightarrow ∞} A_L=\lim\limits_{n\rightarrow ∞}A_U.
Apply this formula after constructing an appropriate table of subintervals.
*This is the definition of Riemann Integral.
*The more subintervals (i.e. nn \rightarrow ∞) we take, the more accurate our approximation becomes.